Flesaker, B and Hughston, L P. 1997. Dynamic Models of Yield Curve Evolution. In: M A H Dempster and S R Pliska, eds. Mathematics of Derivative Securities. Cambridge: Cambridge University Press, pp. 294-314. ISBN 9780521584241 [Book Section]

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Item Type:	Book Section
Departments, Centres and Research Units:	Computing
Dates:	Date Event 1997 Published
Item ID:	31621
Date Deposited:	15 Mar 2022 15:11
Last Modified:	15 Mar 2022 15:11
URI:	https://research.gold.ac.uk/id/eprint/31621

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